Info
This question is closed. Reopen it to edit or answer.
example for my previous question
1 view (last 30 days)
Show older comments
From data obtained by Matlab's Report: (data points=714, RiskFreerate=0) Total Return=2.1805, Volatility=0.019575. Reported Sharpe Ratio is 0.092, (2,1805/714)/0.019575=0.156. What am I doing wrong?
1 Comment
Answers (0)
This question is closed.
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!